+2,393.1%
PWR vs TAP
-50.5%
+2,443.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.2% | -5.3% | +5.0% | +1.1% |
| 30D | -7.7% | -7.4% | -0.4% | -6.2% |
| 3M | -4.9% | -4.9% | 0.0% | -4.6% |
| 6M | +9.7% | -14.2% | +23.9% | +12.8% |
| YTD | +46.7% | -14.8% | +61.5% | +50.2% |
| 1Y | +58.7% | -18.1% | +76.8% | +63.8% |
| 3Y | +200.7% | -32.7% | +233.4% | +223.1% |
| 5Y | +438.6% | -0.5% | +439.0% | +385.0% |
| All | +2,393.1% | -50.5% | +2,443.6% | +2,254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling